Evolutionary multiobjective optimization in noisy problem environments |
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Authors: | Hamidreza Eskandari Christopher D Geiger |
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Institution: | (1) Electrical Engineering Department, King Fahd University of Petroleum and Minerals, Dhahran, 31261, Saudi Arabia |
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Abstract: | This paper presents a multiobjective evolutionary algorithm (MOEA) capable of handling stochastic objective functions. We
extend a previously developed approach to solve multiple objective optimization problems in deterministic environments by
incorporating a stochastic nondomination-based solution ranking procedure. In this study, concepts of stochastic dominance
and significant dominance are introduced in order to better discriminate among competing solutions. The MOEA is applied to
a number of published test problems to assess its robustness and to evaluate its performance relative to NSGA-II. Moreover,
a new stopping criterion is proposed, which is based on the convergence velocity of any MOEA to the true Pareto optimal front,
even if the exact location of the true front is unknown. This stopping criterion is especially useful in real-world problems,
where finding an appropriate point to terminate the search is crucial. |
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Keywords: | |
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